TWO

Two Harbors Investment
TWO

Overview Fund Activity

278 hedge funds and large institutions have $2.31B invested in Two Harbors Investment in 2015 Q3 according to their latest regulatory filings, with 32 funds opening new positions, 90 increasing their positions, 96 reducing their positions, and 28 closing their positions.

Holders
278
Holders Change
+1
Holders Change %
+0.36%
% of All Funds
7.77%
Holding in Top 10
8
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.22%
New
32
Increased
90
Reduced
96
Closed
28
Calls
$503K
Puts
$319K
Net Calls
+$184K
Net Calls Change
+$1.61M

Top Buyers

1
TIM
1
Thornburg Investment Management
New Mexico
$180M
2
Citigroup
2
Citigroup
New York
$30.5M
3
AI
3
Analytic Investors
California
$52.1M
4
Balyasny Asset Management
4
Balyasny Asset Management
Illinois
$18.3M
5
DFG
5
Delphi Financial Group
Delaware
$69.5M

Top Sellers

1
TG
1
TCW Group
California
$15.1M
2
Goldman Sachs
2
Goldman Sachs
New York
$62.1M
3
CCP
3
Clough Capital Partners
Massachusetts
$16.2M
4
EAM
4
Eagle Asset Management
Florida
$32.2M
5
Bank of America
5
Bank of America
North Carolina
$10.7M
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$214M 24,263,678 +214,099 +0.9%
TIM
2
Thornburg Investment Management
New Mexico
$180M 20,376,579 +2,453,671 +14%
SOMRS
3
State of Michigan Retirement System
Michigan
$149M 16,920,000 +250,000 +1%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$96.8M 10,969,909 -177,316 -2%
Bank of New York Mellon
5
Bank of New York Mellon
New York
$94.9M 10,761,705 +1,009,584 +10%
BFA
6
BlackRock Fund Advisors
California
$94M 10,658,669 -819,346 -7%
BIT
7
BlackRock Institutional Trust
California
$80.4M 9,118,446 -228,702 -2%
DFG
8
Delphi Financial Group
Delaware
$69.5M 7,884,200 +1,107,000 +16%
Goldman Sachs
9
Goldman Sachs
New York
$62.1M 7,040,070 -1,877,088 -21%
BGIM
10
Brandywine Global Investment Management
Pennsylvania
$58.7M 6,655,935 -257,500 -4%
UBS Group
11
UBS Group
Switzerland
$55.5M 6,294,051 -875,242 -12%
AI
12
Analytic Investors
California
$52.1M 5,904,773 +1,375,026 +30%
State Street
13
State Street
Massachusetts
$48.5M 5,492,942 -267,496 -5%
Boston Partners
14
Boston Partners
Massachusetts
$43.7M 4,950,501 +82,754 +2%
Deutsche Bank
15
Deutsche Bank
Germany
$40.6M 4,598,576 +44,835 +1%
CS
16
Credit Suisse
Switzerland
$35.2M 3,993,393 +526,165 +15%
Northern Trust
17
Northern Trust
Illinois
$33.7M 3,821,628 -26,183 -0.7%
RFC
18
Russell Frank Company
Washington
$33.5M 3,799,609 -385,058 -9%
Morgan Stanley
19
Morgan Stanley
New York
$33M 3,736,760 +261,575 +8%
EAM
20
Eagle Asset Management
Florida
$32.2M 3,646,232 -1,166,832 -24%
Millennium Management
21
Millennium Management
New York
$31.3M 3,544,600 -435,066 -11%
Citigroup
22
Citigroup
New York
$30.5M 3,457,110 +1,692,891 +96%
CCMLC
23
Cardinal Capital Management LLC (Connecticut)
Connecticut
$29.9M 3,385,963 -163,984 -5%
O
24
OppenheimerFunds
New York
$27.6M 3,132,096 +24,926 +0.8%
Norges Bank
25
Norges Bank
Norway
$27.2M 3,082,415 – –
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